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Mathematical finance : an international journal of mathematics, statistics and financial economics
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CBI-time-changed Lévy processes for multi-currency modeling
Fontana, Claudio
;
Gnoatto, Alessandro
;
Szulda, Guillaume
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2021
Persistent link: https://www.econbiz.de/10013347432
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CBI-time-changed Lévy processes
Fontana, Claudio
;
Gnoatto, Alessandro
;
Szulda, Guillaume
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2022
Persistent link: https://www.econbiz.de/10013347447
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Equilibrium price in intraday electricity markets
Aïd, René
;
Cosso, Andrea
;
Pham, Huyên
- In:
Mathematical finance : an international journal of …
32
(
2022
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2
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pp. 517-554
Persistent link: https://www.econbiz.de/10013164558
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